Dataset statistics
| Number of variables | 7 |
|---|---|
| Number of observations | 977 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 61.1 KiB |
| Average record size in memory | 64.0 B |
Variable types
| DateTime | 1 |
|---|---|
| Numeric | 6 |
Volatility is highly overall correlated with ATR | High correlation |
ATR is highly overall correlated with Volatility | High correlation |
ATR_15 is highly overall correlated with ATR_Diff and 1 other fields | High correlation |
ATR_Diff is highly overall correlated with ATR_15 | High correlation |
ATR_AvgDiff is highly overall correlated with ATR_15 | High correlation |
Date has unique values | Unique |
Volatility has unique values | Unique |
ATR has unique values | Unique |
ATR_Diff has unique values | Unique |
ATR_AvgDiff has unique values | Unique |
Volatility_Pct has 203 (20.8%) zeros | Zeros |
Reproduction
| Analysis started | 2023-08-13 02:05:57.772337 |
|---|---|
| Analysis finished | 2023-08-13 02:06:00.520611 |
| Duration | 2.75 seconds |
| Software version | ydata-profiling vv4.5.1 |
| Download configuration | config.json |
Date
Date
UNIQUE 
| Distinct | 977 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 15.3 KiB |
| Minimum | 2019-09-04 00:00:00 |
|---|---|
| Maximum | 2023-07-21 00:00:00 |
Histogram with fixed size bins (bins=50)
Volatility
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 977 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.77628228 |
| Minimum | 0.24609136 |
|---|---|
| Maximum | 2.3734533 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | 0.24609136 |
|---|---|
| 5-th percentile | 0.31464644 |
| Q1 | 0.52843298 |
| median | 0.68380574 |
| Q3 | 0.94082519 |
| 95-th percentile | 1.6302403 |
| Maximum | 2.3734533 |
| Range | 2.1273619 |
| Interquartile range (IQR) | 0.4123922 |
Descriptive statistics
| Standard deviation | 0.40993086 |
|---|---|
| Coefficient of variation (CV) | 0.52806932 |
| Kurtosis | 4.183552 |
| Mean | 0.77628228 |
| Median Absolute Deviation (MAD) | 0.19197966 |
| Skewness | 1.8573211 |
| Sum | 758.42779 |
| Variance | 0.16804331 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 2.257240033 | 1 | 0.1% |
| 0.4242259684 | 1 | 0.1% |
| 0.4061173594 | 1 | 0.1% |
| 0.4089582776 | 1 | 0.1% |
| 0.4069960798 | 1 | 0.1% |
| 0.3972719584 | 1 | 0.1% |
| 0.4108677347 | 1 | 0.1% |
| 0.453835634 | 1 | 0.1% |
| 0.4587467801 | 1 | 0.1% |
| 0.4494354999 | 1 | 0.1% |
| Other values (967) | 967 |
| Value | Count | Frequency (%) |
| 0.2460913625 | 1 | |
| 0.2491989316 | 1 | |
| 0.2508537949 | 1 | |
| 0.2521673527 | 1 | |
| 0.2537327423 | 1 | |
| 0.2558750732 | 1 | |
| 0.2571759514 | 1 | |
| 0.257726075 | 1 | |
| 0.2596575762 | 1 | |
| 0.2617359017 | 1 |
| Value | Count | Frequency (%) |
| 2.373453261 | 1 | |
| 2.363505531 | 1 | |
| 2.346907472 | 1 | |
| 2.345985615 | 1 | |
| 2.341483993 | 1 | |
| 2.335540829 | 1 | |
| 2.326950524 | 1 | |
| 2.324867095 | 1 | |
| 2.304530074 | 1 | |
| 2.299615309 | 1 |
Volatility_Pct
Real number (ℝ)
ZEROS 
| Distinct | 652 |
|---|---|
| Distinct (%) | 66.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.42267301 |
| Minimum | 0 |
|---|---|
| Maximum | 1 |
| Zeros | 203 |
| Zeros (%) | 20.8% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0.042003273 |
| median | 0.32540206 |
| Q3 | 0.79554888 |
| 95-th percentile | 1 |
| Maximum | 1 |
| Range | 1 |
| Interquartile range (IQR) | 0.75354561 |
Descriptive statistics
| Standard deviation | 0.37682475 |
|---|---|
| Coefficient of variation (CV) | 0.89152783 |
| Kurtosis | -1.4487124 |
| Mean | 0.42267301 |
| Median Absolute Deviation (MAD) | 0.32540206 |
| Skewness | 0.33047107 |
| Sum | 412.95153 |
| Variance | 0.14199689 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 203 | 20.8% |
| 1 | 124 | 12.7% |
| 0.01355316816 | 1 | 0.1% |
| 0.4545712275 | 1 | 0.1% |
| 0.595288288 | 1 | 0.1% |
| 0.5175807734 | 1 | 0.1% |
| 0.2234587469 | 1 | 0.1% |
| 0.2803697182 | 1 | 0.1% |
| 0.1261655897 | 1 | 0.1% |
| 0.04381762663 | 1 | 0.1% |
| Other values (642) | 642 |
| Value | Count | Frequency (%) |
| 0 | 203 | |
| 0.0003312659375 | 1 | 0.1% |
| 0.0008437077268 | 1 | 0.1% |
| 0.003144050421 | 1 | 0.1% |
| 0.005106145046 | 1 | 0.1% |
| 0.006299135201 | 1 | 0.1% |
| 0.006398349434 | 1 | 0.1% |
| 0.008102482111 | 1 | 0.1% |
| 0.009745632104 | 1 | 0.1% |
| 0.01062591888 | 1 | 0.1% |
| Value | Count | Frequency (%) |
| 1 | 124 | |
| 0.998513154 | 1 | 0.1% |
| 0.997962366 | 1 | 0.1% |
| 0.9958842939 | 1 | 0.1% |
| 0.9948140664 | 1 | 0.1% |
| 0.9930455055 | 1 | 0.1% |
| 0.9918419421 | 1 | 0.1% |
| 0.9908278634 | 1 | 0.1% |
| 0.9880662011 | 1 | 0.1% |
| 0.9878116484 | 1 | 0.1% |
ATR
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 977 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 3.6755319 |
| Minimum | 0.96001694 |
|---|---|
| Maximum | 7.8059194 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | 0.96001694 |
|---|---|
| 5-th percentile | 1.1546768 |
| Q1 | 2.8138615 |
| median | 3.3962958 |
| Q3 | 4.2558094 |
| 95-th percentile | 7.1901565 |
| Maximum | 7.8059194 |
| Range | 6.8459024 |
| Interquartile range (IQR) | 1.4419479 |
Descriptive statistics
| Standard deviation | 1.5958721 |
|---|---|
| Coefficient of variation (CV) | 0.43418807 |
| Kurtosis | 0.21386047 |
| Mean | 3.6755319 |
| Median Absolute Deviation (MAD) | 0.74535405 |
| Skewness | 0.69160938 |
| Sum | 3590.9947 |
| Variance | 2.5468079 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1.384394207 | 1 | 0.1% |
| 6.495791896 | 1 | 0.1% |
| 6.448112052 | 1 | 0.1% |
| 6.295571248 | 1 | 0.1% |
| 6.123199832 | 1 | 0.1% |
| 5.989653176 | 1 | 0.1% |
| 6.062342964 | 1 | 0.1% |
| 6.338853433 | 1 | 0.1% |
| 6.270929871 | 1 | 0.1% |
| 6.114201213 | 1 | 0.1% |
| Other values (967) | 967 |
| Value | Count | Frequency (%) |
| 0.9600169385 | 1 | |
| 0.9726824759 | 1 | |
| 0.9878369775 | 1 | |
| 0.9914467198 | 1 | |
| 1.001981179 | 1 | |
| 1.003692914 | 1 | |
| 1.004274928 | 1 | |
| 1.008084397 | 1 | |
| 1.009545437 | 1 | |
| 1.012437423 | 1 |
| Value | Count | Frequency (%) |
| 7.805919374 | 1 | |
| 7.740402219 | 1 | |
| 7.72438836 | 1 | |
| 7.691187132 | 1 | |
| 7.646762469 | 1 | |
| 7.633882575 | 1 | |
| 7.631524749 | 1 | |
| 7.630089766 | 1 | |
| 7.604750448 | 1 | |
| 7.57310799 | 1 |
ATR_15
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 833 |
|---|---|
| Distinct (%) | 85.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 8.3533367 |
| Minimum | 0.01 |
|---|---|
| Maximum | 39.12 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | 0.01 |
|---|---|
| 5-th percentile | 0.478 |
| Q1 | 2.73 |
| median | 6.14 |
| Q3 | 11.71 |
| 95-th percentile | 23.316 |
| Maximum | 39.12 |
| Range | 39.11 |
| Interquartile range (IQR) | 8.98 |
Descriptive statistics
| Standard deviation | 7.3392007 |
|---|---|
| Coefficient of variation (CV) | 0.8785951 |
| Kurtosis | 1.3297297 |
| Mean | 8.3533367 |
| Median Absolute Deviation (MAD) | 4.13 |
| Skewness | 1.2660898 |
| Sum | 8161.21 |
| Variance | 53.863867 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0.03 | 4 | 0.4% |
| 1.5 | 4 | 0.4% |
| 5.47 | 4 | 0.4% |
| 0.71 | 4 | 0.4% |
| 2.75 | 4 | 0.4% |
| 0.45 | 4 | 0.4% |
| 2.53 | 4 | 0.4% |
| 5.11 | 3 | 0.3% |
| 5.86 | 3 | 0.3% |
| 0.5 | 3 | 0.3% |
| Other values (823) | 940 |
| Value | Count | Frequency (%) |
| 0.01 | 1 | 0.1% |
| 0.03 | 4 | |
| 0.04 | 1 | 0.1% |
| 0.05 | 1 | 0.1% |
| 0.07 | 1 | 0.1% |
| 0.08 | 1 | 0.1% |
| 0.09 | 1 | 0.1% |
| 0.09 | 1 | 0.1% |
| 0.1 | 2 | |
| 0.1 | 1 | 0.1% |
| Value | Count | Frequency (%) |
| 39.12 | 1 | |
| 37.19 | 1 | |
| 35.18 | 1 | |
| 33.86 | 1 | |
| 33.73 | 2 | |
| 33.71 | 1 | |
| 33.55 | 1 | |
| 32.58 | 1 | |
| 31.79 | 1 | |
| 30.99 | 1 |
ATR_Diff
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 977 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 4.6778048 |
| Minimum | -7.301645 |
|---|---|
| Maximum | 33.072585 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 280 |
| Negative (%) | 28.7% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | -7.301645 |
|---|---|
| 5-th percentile | -3.1423245 |
| Q1 | -0.53460948 |
| median | 2.7687756 |
| Q3 | 8.0287145 |
| 95-th percentile | 19.268103 |
| Maximum | 33.072585 |
| Range | 40.37423 |
| Interquartile range (IQR) | 8.5633239 |
Descriptive statistics
| Standard deviation | 7.0937105 |
|---|---|
| Coefficient of variation (CV) | 1.5164614 |
| Kurtosis | 1.4482709 |
| Mean | 4.6778048 |
| Median Absolute Deviation (MAD) | 3.7921709 |
| Skewness | 1.2510747 |
| Sum | 4570.2153 |
| Variance | 50.320729 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0.02560579326 | 1 | 0.1% |
| 13.1842081 | 1 | 0.1% |
| 21.02188795 | 1 | 0.1% |
| 19.48442875 | 1 | 0.1% |
| 17.17680017 | 1 | 0.1% |
| 23.23034682 | 1 | 0.1% |
| 23.31765704 | 1 | 0.1% |
| 14.86114657 | 1 | 0.1% |
| 11.22907013 | 1 | 0.1% |
| 19.24579879 | 1 | 0.1% |
| Other values (967) | 967 |
| Value | Count | Frequency (%) |
| -7.301644971 | 1 | |
| -7.089874179 | 1 | |
| -6.693882575 | 1 | |
| -6.676762469 | 1 | |
| -6.534270943 | 1 | |
| -6.117384597 | 1 | |
| -5.883567457 | 1 | |
| -5.564138853 | 1 | |
| -5.449270368 | 1 | |
| -5.113991527 | 1 |
| Value | Count | Frequency (%) |
| 33.07258497 | 1 | |
| 32.26220286 | 1 | |
| 31.59876977 | 1 | |
| 30.45149819 | 1 | |
| 30.21511047 | 1 | |
| 29.72634104 | 1 | |
| 29.52240057 | 1 | |
| 29.34073164 | 1 | |
| 27.96576596 | 1 | |
| 27.6447149 | 1 |
ATR_AvgDiff
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 977 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 4.6854792 |
| Minimum | -2.3758377 |
|---|---|
| Maximum | 24.73748 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 143 |
| Negative (%) | 14.6% |
| Memory size | 15.3 KiB |
Quantile statistics
| Minimum | -2.3758377 |
|---|---|
| 5-th percentile | -1.1587538 |
| Q1 | 1.0907758 |
| median | 3.3659033 |
| Q3 | 6.4829314 |
| 95-th percentile | 15.510666 |
| Maximum | 24.73748 |
| Range | 27.113318 |
| Interquartile range (IQR) | 5.3921556 |
Descriptive statistics
| Standard deviation | 5.1559749 |
|---|---|
| Coefficient of variation (CV) | 1.1004157 |
| Kurtosis | 1.8264485 |
| Mean | 4.6854792 |
| Median Absolute Deviation (MAD) | 2.4917813 |
| Skewness | 1.3760882 |
| Sum | 4577.7132 |
| Variance | 26.584077 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| -0.53846759 | 1 | 0.1% |
| 3.169782033 | 1 | 0.1% |
| 5.365466423 | 1 | 0.1% |
| 6.409590884 | 1 | 0.1% |
| 6.894018158 | 1 | 0.1% |
| 7.764861392 | 1 | 0.1% |
| 9.271470633 | 1 | 0.1% |
| 10.56937259 | 1 | 0.1% |
| 11.54212553 | 1 | 0.1% |
| 12.74367272 | 1 | 0.1% |
| Other values (967) | 967 |
| Value | Count | Frequency (%) |
| -2.375837746 | 1 | |
| -2.301207108 | 1 | |
| -2.055282569 | 1 | |
| -1.982509003 | 1 | |
| -1.942919514 | 1 | |
| -1.918591546 | 1 | |
| -1.902841509 | 1 | |
| -1.8814632 | 1 | |
| -1.760531426 | 1 | |
| -1.760515229 | 1 |
| Value | Count | Frequency (%) |
| 24.73748012 | 1 | |
| 24.45511068 | 1 | |
| 24.38534775 | 1 | |
| 24.13628787 | 1 | |
| 24.12707034 | 1 | |
| 24.04761859 | 1 | |
| 22.73835325 | 1 | |
| 22.30533534 | 1 | |
| 21.48671182 | 1 | |
| 20.86338861 | 1 |
| Volatility | Volatility_Pct | ATR | ATR_15 | ATR_Diff | ATR_AvgDiff | |
|---|---|---|---|---|---|---|
| Volatility | 1.000 | -0.006 | -0.665 | -0.263 | -0.060 | -0.179 |
| Volatility_Pct | -0.006 | 1.000 | 0.272 | 0.006 | -0.093 | -0.110 |
| ATR | -0.665 | 0.272 | 1.000 | 0.282 | 0.020 | 0.263 |
| ATR_15 | -0.263 | 0.006 | 0.282 | 1.000 | 0.951 | 0.539 |
| ATR_Diff | -0.060 | -0.093 | 0.020 | 0.951 | 1.000 | 0.492 |
| ATR_AvgDiff | -0.179 | -0.110 | 0.263 | 0.539 | 0.492 | 1.000 |
A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
| Date | Volatility | Volatility_Pct | ATR | ATR_15 | ATR_Diff | ATR_AvgDiff | |
|---|---|---|---|---|---|---|---|
| 266 | 2019-09-04 | 2.257240 | 0.285038 | 1.384394 | 1.41 | 0.025606 | -0.538468 |
| 267 | 2019-09-05 | 2.189922 | 0.000000 | 1.364768 | 2.03 | 0.665232 | -0.464259 |
| 268 | 2019-09-06 | 2.259048 | 0.342564 | 1.343117 | 1.84 | 0.496883 | -0.376775 |
| 269 | 2019-09-09 | 2.262057 | 0.357474 | 1.316909 | 1.51 | 0.193091 | -0.296412 |
| 270 | 2019-09-10 | 2.281713 | 0.454882 | 1.277115 | 1.46 | 0.182885 | -0.257185 |
| 271 | 2019-09-11 | 2.297491 | 0.533071 | 1.253307 | 1.46 | 0.206693 | -0.199194 |
| 272 | 2019-09-12 | 2.264394 | 0.369058 | 1.241754 | 1.52 | 0.278246 | -0.175737 |
| 273 | 2019-09-13 | 2.217439 | 0.136365 | 1.218970 | 1.68 | 0.461030 | -0.122866 |
| 274 | 2019-09-16 | 2.200989 | 0.082140 | 1.196372 | 1.89 | 0.693628 | -0.055519 |
| 275 | 2019-09-17 | 2.176911 | 0.000000 | 1.155280 | 2.76 | 1.604720 | 0.109338 |
| Date | Volatility | Volatility_Pct | ATR | ATR_15 | ATR_Diff | ATR_AvgDiff | |
|---|---|---|---|---|---|---|---|
| 1233 | 2023-07-10 | 0.469360 | 0.284774 | 4.448820 | 0.82 | -3.628820 | -1.044854 |
| 1234 | 2023-07-11 | 0.479336 | 0.479640 | 4.424899 | 6.28 | 1.855101 | -1.135997 |
| 1235 | 2023-07-12 | 0.465417 | 0.043597 | 4.402572 | 5.24 | 0.837428 | -1.006975 |
| 1236 | 2023-07-13 | 0.460072 | 0.000000 | 4.281067 | 2.76 | -1.521067 | -0.989266 |
| 1237 | 2023-07-14 | 0.459822 | 0.000000 | 4.454329 | 0.13 | -4.324329 | -1.261492 |
| 1238 | 2023-07-17 | 0.450767 | 0.000000 | 4.564041 | 1.51 | -3.054041 | -1.660593 |
| 1239 | 2023-07-18 | 0.451526 | 0.018537 | 4.475771 | 4.70 | 0.224229 | -1.982509 |
| 1240 | 2023-07-19 | 0.457515 | 0.164860 | 4.584720 | 5.96 | 1.375280 | -1.942920 |
| 1241 | 2023-07-20 | 0.483402 | 0.994814 | 4.759072 | 0.01 | -4.749072 | -1.918592 |
| 1242 | 2023-07-21 | 0.479014 | 0.865541 | 4.625801 | 3.38 | -1.245801 | -1.684774 |